Trading Metrics calculated at close of trading on 05-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2008 |
05-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,460.0 |
5,390.0 |
-70.0 |
-1.3% |
5,590.0 |
High |
5,462.0 |
5,464.0 |
2.0 |
0.0% |
5,759.0 |
Low |
5,347.0 |
5,339.0 |
-8.0 |
-0.1% |
5,500.0 |
Close |
5,416.0 |
5,375.0 |
-41.0 |
-0.8% |
5,564.0 |
Range |
115.0 |
125.0 |
10.0 |
8.7% |
259.0 |
ATR |
138.5 |
137.6 |
-1.0 |
-0.7% |
0.0 |
Volume |
28,830 |
35,314 |
6,484 |
22.5% |
135,476 |
|
Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,767.7 |
5,696.3 |
5,443.8 |
|
R3 |
5,642.7 |
5,571.3 |
5,409.4 |
|
R2 |
5,517.7 |
5,517.7 |
5,397.9 |
|
R1 |
5,446.3 |
5,446.3 |
5,386.5 |
5,419.5 |
PP |
5,392.7 |
5,392.7 |
5,392.7 |
5,379.3 |
S1 |
5,321.3 |
5,321.3 |
5,363.5 |
5,294.5 |
S2 |
5,267.7 |
5,267.7 |
5,352.1 |
|
S3 |
5,142.7 |
5,196.3 |
5,340.6 |
|
S4 |
5,017.7 |
5,071.3 |
5,306.3 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,384.7 |
6,233.3 |
5,706.5 |
|
R3 |
6,125.7 |
5,974.3 |
5,635.2 |
|
R2 |
5,866.7 |
5,866.7 |
5,611.5 |
|
R1 |
5,715.3 |
5,715.3 |
5,587.7 |
5,661.5 |
PP |
5,607.7 |
5,607.7 |
5,607.7 |
5,580.8 |
S1 |
5,456.3 |
5,456.3 |
5,540.3 |
5,402.5 |
S2 |
5,348.7 |
5,348.7 |
5,516.5 |
|
S3 |
5,089.7 |
5,197.3 |
5,492.8 |
|
S4 |
4,830.7 |
4,938.3 |
5,421.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,714.0 |
5,339.0 |
375.0 |
7.0% |
99.0 |
1.8% |
10% |
False |
True |
29,367 |
10 |
5,759.0 |
5,339.0 |
420.0 |
7.8% |
91.3 |
1.7% |
9% |
False |
True |
28,394 |
20 |
5,759.0 |
5,339.0 |
420.0 |
7.8% |
104.1 |
1.9% |
9% |
False |
True |
27,235 |
40 |
6,117.0 |
5,183.0 |
934.0 |
17.4% |
126.3 |
2.4% |
21% |
False |
False |
31,125 |
60 |
6,725.0 |
5,183.0 |
1,542.0 |
28.7% |
111.5 |
2.1% |
12% |
False |
False |
27,906 |
80 |
6,725.0 |
5,183.0 |
1,542.0 |
28.7% |
91.7 |
1.7% |
12% |
False |
False |
20,975 |
100 |
6,869.0 |
5,183.0 |
1,686.0 |
31.4% |
79.6 |
1.5% |
11% |
False |
False |
16,796 |
120 |
6,869.0 |
5,183.0 |
1,686.0 |
31.4% |
67.9 |
1.3% |
11% |
False |
False |
14,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,995.3 |
2.618 |
5,791.3 |
1.618 |
5,666.3 |
1.000 |
5,589.0 |
0.618 |
5,541.3 |
HIGH |
5,464.0 |
0.618 |
5,416.3 |
0.500 |
5,401.5 |
0.382 |
5,386.8 |
LOW |
5,339.0 |
0.618 |
5,261.8 |
1.000 |
5,214.0 |
1.618 |
5,136.8 |
2.618 |
5,011.8 |
4.250 |
4,807.8 |
|
|
Fisher Pivots for day following 05-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,401.5 |
5,401.5 |
PP |
5,392.7 |
5,392.7 |
S1 |
5,383.8 |
5,383.8 |
|